AXTI Options History — June 2021

In June 2021, AXTI traded between $10.16 and $12.28. ATM implied volatility averaged 61.9%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 2.7% (HV 20d: 64.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2021-06-14: Highest Volume — 2,978 contracts
  • 2021-06-29: Largest IV spike — 38.6% change
  • 2021-06-15: Highest IV Rank — 30.6%
  • 2021-06-15: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.92$10.16$12.28$10.41$11.01
Max Pain$11.14$10.00$12.50$10.00$10.00
ATM IV61.9%48.7%75.4%65.0%56.1%
Expected Move17.7%14.0%21.6%18.6%16.1%
HV 20d64.6%36.4%81.2%49.1%80.9%
HV 60d65.7%58.9%70.3%67.4%66.5%
IV Rank18.2%6.1%30.6%21.1%12.9%
IV Percentile18.5%2.4%40.1%22.6%7.5%
Term Structure6.4%-11.2%36.2%7.0%15.4%
VWIV66.6%53.7%84.3%53.7%60.3%
Skew 25d-5.5%-28.2%20.5%20.5%-6.0%
Skew 10d-4.3%-42.6%65.0%28.1%8.9%
Call IV 25d65.1%39.3%77.9%45.4%62.1%
Put IV 25d59.6%48.7%78.1%65.8%56.1%
Bid-Ask Spread %53.5821.8582.2523.7266.46
Gamma HHI0.310.220.470.240.32
Net GEX30.3K16.8K62.4K18.6K30.8K
Net DEX-1.2M-2.1M-871.8K-948.5K-1.2M
Net VEX-5.1K-6.6K-4.4K-5.0K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.001.150.230.01
Total Volume412.727102,97869346
Total OI5,195.2734,0616,4814,0614,871

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$10.41$10.0065.0%18.6%49.1%21.1%53.7%20.5%7.0%18.6K-948.5K-5.0K0.2323.72N/AN/A56133,648413
2021-06-02$10.46$10.0061.2%17.6%46.8%17.6%78.6%-12.2%3.3%20.3K-983.3K-5.0K0.0172.14N/AN/A2,311153,675419
2021-06-03$10.16$12.5060.9%17.4%48.2%17.3%69.1%10.9%11.2%20.9K-891.0K-4.7K1.1335.13N/AN/A1952204,479429
2021-06-04$10.53$12.5059.9%17.3%48.8%16.4%68.1%-8.3%8.3%25.4K-1.0M-5.0K0.0153.57N/AN/A33554,657641
2021-06-07$10.44$12.5061.7%17.3%48.4%18.1%61.1%-10.2%13.4%19.6K-1.1M-4.4K0.0353.38N/AN/A6224,780644
2021-06-08$10.65$12.5061.5%17.4%41.4%17.8%63.0%-7.8%8.7%26.0K-1.1M-4.8K0.0250.39N/AN/A15334,763645
2021-06-09$10.26$10.0058.7%16.8%43.7%15.2%59.9%-16.4%6.4%21.2K-930.7K-4.5K1.0243.48N/AN/A40414,848648
2021-06-10$10.21$12.5065.1%18.7%36.5%21.2%61.7%-8.0%8.0%19.2K-900.5K-4.6K0.1182.25N/AN/A914,844647
2021-06-11$10.19$12.5063.5%18.2%36.4%19.8%58.9%-12.1%-5.6%16.8K-871.8K-4.4K0.0066.52N/AN/A2704,846647
2021-06-14$12.28$12.5072.4%20.7%73.2%27.9%74.0%-28.2%-9.1%61.5K-2.1M-6.3K0.0956.78N/AN/A2,7272514,846647
2021-06-15$11.64$12.5075.4%21.6%75.4%30.6%75.1%-12.7%3.9%55.2K-1.8M-6.0K0.2566.48N/AN/A339845,603788
2021-06-16$11.83$12.5066.1%19.0%75.4%22.1%65.6%-4.3%-2.3%62.4K-1.9M-6.0K0.5768.39N/AN/A107615,643803
2021-06-17$11.70$12.5061.5%17.6%75.8%17.8%66.4%-3.5%-10.6%34.5K-1.7M-6.6K0.0263.48N/AN/A15635,627843
2021-06-18$11.54$10.0064.3%18.4%75.7%20.4%84.3%3.3%10.1%30.6K-1.5M-5.5K0.3068.31N/AN/A111335,641840
2021-06-21$10.74$10.0059.0%16.9%80.7%15.6%68.2%-12.0%7.1%24.6K-1.1M-4.7K0.1759.29N/AN/A198344,089305
2021-06-22$10.71$10.0061.6%17.7%80.6%17.9%66.9%-7.5%4.7%23.0K-1.0M-4.5K0.0045.68N/AN/A26504,083323
2021-06-23$10.79$10.0048.7%14.0%80.4%6.1%64.6%7.8%24.9%26.9K-1.1M-4.6K0.2458.98N/AN/A210504,259323
2021-06-24$11.22$10.0058.5%16.8%81.2%15.1%57.8%-3.5%13.9%31.5K-1.2M-4.9K0.0559.35N/AN/A236114,301329
2021-06-25$11.08$10.0061.5%17.6%81.1%17.8%70.8%-7.7%-11.2%31.5K-1.3M-5.4K1.1538.62N/AN/A40464,501338
2021-06-28$11.18$10.0050.1%14.4%80.8%7.4%72.2%-3.9%36.2%32.4K-1.3M-5.2K0.7124.52N/AN/A14104,498304
2021-06-29$11.17$10.0069.5%19.9%80.6%25.2%65.2%1.2%-2.9%32.8K-1.3M-5.2K0.4921.85N/AN/A174864,504314
2021-06-30$11.01$10.0056.1%16.1%80.9%12.9%60.3%-6.0%15.4%30.8K-1.2M-4.9K0.0166.46N/AN/A34424,557314